CME Canadian Dollar Future June 2022
| Trading Metrics calculated at close of trading on 01-Apr-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2022 |
01-Apr-2022 |
Change |
Change % |
Previous Week |
| Open |
0.8011 |
0.7993 |
-0.0018 |
-0.2% |
0.8011 |
| High |
0.8021 |
0.8011 |
-0.0011 |
-0.1% |
0.8044 |
| Low |
0.7976 |
0.7973 |
-0.0004 |
0.0% |
0.7940 |
| Close |
0.8009 |
0.7991 |
-0.0019 |
-0.2% |
0.7991 |
| Range |
0.0045 |
0.0038 |
-0.0007 |
-15.6% |
0.0104 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
85,428 |
60,486 |
-24,942 |
-29.2% |
408,003 |
|
| Daily Pivots for day following 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8105 |
0.8086 |
0.8011 |
|
| R3 |
0.8067 |
0.8048 |
0.8001 |
|
| R2 |
0.8029 |
0.8029 |
0.7997 |
|
| R1 |
0.8010 |
0.8010 |
0.7994 |
0.8001 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7987 |
| S1 |
0.7972 |
0.7972 |
0.7987 |
0.7963 |
| S2 |
0.7953 |
0.7953 |
0.7984 |
|
| S3 |
0.7915 |
0.7934 |
0.7980 |
|
| S4 |
0.7877 |
0.7896 |
0.7970 |
|
|
| Weekly Pivots for week ending 01-Apr-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8303 |
0.8251 |
0.8048 |
|
| R3 |
0.8199 |
0.8147 |
0.8019 |
|
| R2 |
0.8095 |
0.8095 |
0.8010 |
|
| R1 |
0.8043 |
0.8043 |
0.8000 |
0.8017 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7978 |
| S1 |
0.7939 |
0.7939 |
0.7981 |
0.7913 |
| S2 |
0.7887 |
0.7887 |
0.7971 |
|
| S3 |
0.7783 |
0.7835 |
0.7962 |
|
| S4 |
0.7679 |
0.7731 |
0.7933 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8044 |
0.7940 |
0.0104 |
1.3% |
0.0050 |
0.6% |
49% |
False |
False |
81,600 |
| 10 |
0.8044 |
0.7921 |
0.0123 |
1.5% |
0.0046 |
0.6% |
57% |
False |
False |
74,809 |
| 20 |
0.8044 |
0.7752 |
0.0292 |
3.7% |
0.0053 |
0.7% |
82% |
False |
False |
67,647 |
| 40 |
0.8044 |
0.7752 |
0.0292 |
3.7% |
0.0054 |
0.7% |
82% |
False |
False |
34,692 |
| 60 |
0.8044 |
0.7752 |
0.0292 |
3.7% |
0.0052 |
0.7% |
82% |
False |
False |
23,233 |
| 80 |
0.8044 |
0.7719 |
0.0325 |
4.1% |
0.0049 |
0.6% |
84% |
False |
False |
17,486 |
| 100 |
0.8055 |
0.7719 |
0.0337 |
4.2% |
0.0047 |
0.6% |
81% |
False |
False |
14,029 |
| 120 |
0.8114 |
0.7719 |
0.0395 |
4.9% |
0.0043 |
0.5% |
69% |
False |
False |
11,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8172 |
|
2.618 |
0.8110 |
|
1.618 |
0.8072 |
|
1.000 |
0.8049 |
|
0.618 |
0.8034 |
|
HIGH |
0.8011 |
|
0.618 |
0.7996 |
|
0.500 |
0.7992 |
|
0.382 |
0.7987 |
|
LOW |
0.7973 |
|
0.618 |
0.7949 |
|
1.000 |
0.7935 |
|
1.618 |
0.7911 |
|
2.618 |
0.7873 |
|
4.250 |
0.7811 |
|
|
| Fisher Pivots for day following 01-Apr-2022 |
| Pivot |
1 day |
3 day |
| R1 |
0.7992 |
0.8008 |
| PP |
0.7991 |
0.8002 |
| S1 |
0.7991 |
0.7996 |
|